I have to prove Simpson's rule including the error with the help of the integral remainder. However, I have practically no idea how to start.
Let $f: [a,b] \rightarrow \mathbb{R}$ be continuously differentiable four times. Let $n \in 2\mathbb{N}$ and $h = (b-a)/n$. Let $y_k = f(a+kh)$ for $0 \leq k \leq n$. Show:
$$\left|\int_a^b f(x) \mathrm dx – \frac{h}{3} [(y_0 + y_n) + 4(y_1+y_3+…+y_{n-1})+2(y_2+y_4+…+y_{n-2})]\right|$$
$$\leq \frac{1}{180} \max_{a \leq x \leq b} |f^{(4)}(x)|(b-a)h^4$$
I thought I'd do a Taylor expansion for $\int_a^b f(x) \mathrm dx$ and then apply the integral remainder, but then all terms vanish and I get $0=0$ which is not very helpful…
I only need a good advice how to start! Thanks in advance!
Best Answer
A nice, very readable reference for this question is a recent paper in the Monthly, "Simpson's rule is exact for quintics". It is available for download at the author's (Louis A. Talman) webpage. It appeared American Mathematical Monthly, 113(2006), 144–155. I recommend it; I have used it a couple of times when covering this material in class. Here is the abstract:
If you visit Talman's page, you may also enjoy taking a look at the nice "The Mother of All Calculus Quizzes."